Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.25% | 0.65 CHF | 0.72 CHF | 20,000 | 20,000 | 73,242 | 73,242 | 52,317 CHF | 53,449 CHF | 97.97% | 97.97% |
14/05/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 73,956 CHF | 74,961 CHF | 97.88% | 97.88% |
13/05/2024 | 1.46% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 74,473 CHF | 75,481 CHF | 99.99% | 99.99% |
10/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,831 CHF | 77,831 CHF | 98.47% | 98.47% |
08/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,833 CHF | 80,833 CHF | 100.00% | 100.00% |
07/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,774 CHF | 78,774 CHF | 99.94% | 99.94% |
06/05/2024 | 2.05% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 71,068 CHF | 72,107 CHF | 100.00% | 100.00% |
03/05/2024 | 2.60% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 86,039 | 86,039 | 68,450 CHF | 69,519 CHF | 97.19% | 97.19% |
02/05/2024 | 1.65% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 94,456 | 94,456 | 79,842 CHF | 80,870 CHF | 99.47% | 99.47% |
30/04/2024 | 1.54% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 95,985 | 95,985 | 80,278 CHF | 81,298 CHF | 98.40% | 98.40% |